The daedric princes are the wrong people to look at for good guys, considering that they're basically the dark lords of layers of hell. The Nine Divines, by contrast, have their issues, but at least they aren't quite as openly vindictive. It probably comes with being less active. Even the Vigilant of Stendarr are mostly only ruthless against the Daedra and their servants.

The closest we've seen to Paladins were the Knights of the Nine.